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Items where Author is "Dufour, Dr Alfonso"

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Number of items: 8.

Article

Perlin, M., Brooks, C. and Dufour, A. (2014) On the performance of the tick test. Quarterly Review of Economics and Finance, 54 (1). pp. 42-50. ISSN 1062-9769 doi: 10.1016/j.qref.2013.07.009

Coro, F., Dufour, A. and Varotto, S. (2013) Credit and liquidity components of corporate CDS spreads. Journal of Banking & Finance, 37 (12). pp. 5511-5525. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2013.07.010

Dufour, A. and Nguyen, M. (2012) Permanent trading impacts and bond yields. European Journal of Finance, 18 (9). pp. 841-864. ISSN 1466-4364 doi: 10.1080/1351847X.2011.601639

Dufour, A. and Engle, R. F. (2000) Time and the price impact of a trade. Journal of Finance, 55 (6). 2467-2498 . ISSN 0022-1082 doi: 10.1111/0022-1082.00297

Book or Report Section

Darbha, M. and Dufour, A. (2013) Microstructure of the Euro-area government bond market. In: Baker, H. K. and Kiymaz, H. (eds.) Market microstructure in emerging and developed markets. Robert W. Kolb series in finance. John Wiley , Hoboken. ISBN 9781118278444 (In Press)

Davies, R., Dufour, A. and Scott-Quinn, B. (2006) The MiFID: competition in a new European equity market regulatory structure. In: Ferrarini, G. and Wymeersch, E. (eds.) Investor Protection in Europe: Corporate Law Making, The MiFID and Beyond. Oxford University Press. ISBN 9780199202911

Report

Board, J., Dufour, A., Sutcliffe, C. and Wells, S., (2006) A false perception? The relative riskiness of AIM and listed stocks. Discussion Papers. 2006-0. Discussion Paper. University of Reading, Reading. pp40.

Davies, R., Dufour, A. and Scott-Quinn, B., (2003) Building a competitive and efficient European financial market. Report. European Capital Markets Institute, Brussels. pp103.

This list was generated on Fri Oct 31 18:23:46 2014 GMT.

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